+72.6%
FERG vs HUT
+102.6%
-30.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.4% |
| 7D | +3.4% | +28.3% | -24.9% | +1.3% |
| 30D | -11.5% | +12.3% | -23.8% | -12.6% |
| 3M | +1.3% | -16.8% | +18.1% | +1.7% |
| 6M | -1.0% | +111.4% | -112.3% | -8.9% |
| YTD | +3.2% | +116.6% | -113.4% | -5.9% |
| 1Y | -3.0% | +290.5% | -293.4% | -17.0% |
| 3Y | +55.0% | +792.3% | -737.3% | +14.6% |
| 5Y | +72.6% | +94.1% | -21.5% | +28.8% |
| All | +72.6% | +102.6% | -30.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling